MFTFX vs. FBALX
Compare and contrast key facts about Arrow Managed Futures Stragegy Fund (MFTFX) and Fidelity Balanced Fund (FBALX).
MFTFX is managed by Arrow Funds. It was launched on Apr 28, 2010. FBALX is managed by Fidelity. It was launched on Nov 6, 1986.
Performance
MFTFX vs. FBALX - Performance Comparison
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MFTFX vs. FBALX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFTFX Arrow Managed Futures Stragegy Fund | 6.05% | 9.29% | 6.87% | -13.57% | 57.88% | 2.13% | -4.13% | 15.17% | -19.70% | 19.09% |
FBALX Fidelity Balanced Fund | -1.74% | 15.11% | 16.09% | 20.31% | -18.29% | 18.27% | 22.45% | 24.40% | -3.98% | 16.52% |
Returns By Period
In the year-to-date period, MFTFX achieves a 6.05% return, which is significantly higher than FBALX's -1.74% return. Over the past 10 years, MFTFX has underperformed FBALX with an annualized return of 5.22%, while FBALX has yielded a comparatively higher 10.73% annualized return.
MFTFX
- 1D
- 0.62%
- 1M
- -6.08%
- YTD
- 6.05%
- 6M
- 14.66%
- 1Y
- 22.92%
- 3Y*
- 7.10%
- 5Y*
- 10.78%
- 10Y*
- 5.22%
FBALX
- 1D
- 2.04%
- 1M
- -3.87%
- YTD
- -1.74%
- 6M
- 0.80%
- 1Y
- 15.76%
- 3Y*
- 13.67%
- 5Y*
- 7.65%
- 10Y*
- 10.73%
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MFTFX vs. FBALX - Expense Ratio Comparison
MFTFX has a 1.54% expense ratio, which is higher than FBALX's 0.51% expense ratio.
Return for Risk
MFTFX vs. FBALX — Risk / Return Rank
MFTFX
FBALX
MFTFX vs. FBALX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Managed Futures Stragegy Fund (MFTFX) and Fidelity Balanced Fund (FBALX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MFTFX | FBALX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.37 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.99 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.30 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 2.05 | -0.27 |
Martin ratioReturn relative to average drawdown | 3.77 | 9.47 | -5.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MFTFX | FBALX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.37 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.63 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.84 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.79 | -0.64 |
Correlation
The correlation between MFTFX and FBALX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MFTFX vs. FBALX - Dividend Comparison
MFTFX has not paid dividends to shareholders, while FBALX's dividend yield for the trailing twelve months is around 5.79%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFTFX Arrow Managed Futures Stragegy Fund | 0.00% | 0.00% | 0.00% | 11.75% | 41.04% | 2.30% | 0.00% | 20.00% | 7.84% | 2.12% | 9.36% | 1.21% |
FBALX Fidelity Balanced Fund | 5.79% | 5.69% | 5.67% | 2.28% | 8.06% | 9.66% | 5.90% | 4.24% | 10.99% | 7.90% | 3.07% | 7.70% |
Drawdowns
MFTFX vs. FBALX - Drawdown Comparison
The maximum MFTFX drawdown since its inception was -35.70%, smaller than the maximum FBALX drawdown of -43.57%. Use the drawdown chart below to compare losses from any high point for MFTFX and FBALX.
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Drawdown Indicators
| MFTFX | FBALX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.70% | -43.57% | +7.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.94% | -8.14% | -2.80% |
Max Drawdown (5Y)Largest decline over 5 years | -32.57% | -22.89% | -9.68% |
Max Drawdown (10Y)Largest decline over 10 years | -35.70% | -26.68% | -9.02% |
Current DrawdownCurrent decline from peak | -7.55% | -4.56% | -2.99% |
Average DrawdownAverage peak-to-trough decline | -17.14% | -4.39% | -12.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.18% | 1.76% | +3.42% |
Volatility
MFTFX vs. FBALX - Volatility Comparison
Arrow Managed Futures Stragegy Fund (MFTFX) has a higher volatility of 5.05% compared to Fidelity Balanced Fund (FBALX) at 4.19%. This indicates that MFTFX's price experiences larger fluctuations and is considered to be riskier than FBALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFTFX | FBALX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 4.19% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 15.24% | 6.77% | +8.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.12% | 11.94% | +9.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.08% | 12.18% | +9.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.13% | 12.75% | +9.38% |